-91.7%
AIG vs RCAT
-100.0%
+8.3%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.1% | -0.8% |
| 7D | -0.9% | -1.4% | +0.5% | -0.9% |
| 30D | -4.9% | -3.3% | -1.5% | -4.9% |
| 3M | +4.5% | -43.2% | +47.7% | +4.4% |
| 6M | -1.4% | -43.2% | +41.7% | -1.5% |
| YTD | -9.8% | +5.5% | -15.3% | -9.7% |
| 1Y | -4.5% | -1.6% | -2.9% | -4.4% |
| 3Y | +37.4% | +773.7% | -736.2% | +38.3% |
| 5Y | +55.0% | +187.6% | -132.7% | +55.9% |
| 10Y | +63.7% | -98.5% | +162.1% | +75.8% |
| All | -91.7% | -100.0% | +8.3% | -87.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded RCAT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling